dlasd1.f man page

dlasd1.f —

Synopsis

Functions/Subroutines

subroutine dlasd1 (NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, IDXQ, IWORK, WORK, INFO)
DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.

Function/Subroutine Documentation

subroutine dlasd1 (integerNL, integerNR, integerSQRE, double precision, dimension( * )D, double precisionALPHA, double precisionBETA, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, integer, dimension( * )IDXQ, integer, dimension( * )IWORK, double precision, dimension( * )WORK, integerINFO)

DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.

Purpose:

DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B,
where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0.

A related subroutine DLASD7 handles the case in which the singular
values (and the singular vectors in factored form) are desired.

DLASD1 computes the SVD as follows:

              ( D1(in)    0    0       0 )
  B = U(in) * (   Z1**T   a   Z2**T    b ) * VT(in)
              (   0       0   D2(in)   0 )

    = U(out) * ( D(out) 0) * VT(out)

where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M
with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros
elsewhere; and the entry b is empty if SQRE = 0.

The left singular vectors of the original matrix are stored in U, and
the transpose of the right singular vectors are stored in VT, and the
singular values are in D.  The algorithm consists of three stages:

   The first stage consists of deflating the size of the problem
   when there are multiple singular values or when there are zeros in
   the Z vector.  For each such occurence the dimension of the
   secular equation problem is reduced by one.  This stage is
   performed by the routine DLASD2.

   The second stage consists of calculating the updated
   singular values. This is done by finding the square roots of the
   roots of the secular equation via the routine DLASD4 (as called
   by DLASD3). This routine also calculates the singular vectors of
   the current problem.

   The final stage consists of computing the updated singular vectors
   directly using the updated singular values.  The singular vectors
   for the current problem are multiplied with the singular vectors
   from the overall problem.

Parameters:

NL

 NL is INTEGER
The row dimension of the upper block.  NL >= 1.

NR

 NR is INTEGER
The row dimension of the lower block.  NR >= 1.

SQRE

 SQRE is INTEGER
= 0: the lower block is an NR-by-NR square matrix.
= 1: the lower block is an NR-by-(NR+1) rectangular matrix.

The bidiagonal matrix has row dimension N = NL + NR + 1,
and column dimension M = N + SQRE.

D

 D is DOUBLE PRECISION array,
               dimension (N = NL+NR+1).
On entry D(1:NL,1:NL) contains the singular values of the
upper block; and D(NL+2:N) contains the singular values of
the lower block. On exit D(1:N) contains the singular values
of the modified matrix.

ALPHA

 ALPHA is DOUBLE PRECISION
Contains the diagonal element associated with the added row.

BETA

 BETA is DOUBLE PRECISION
Contains the off-diagonal element associated with the added
row.

U

 U is DOUBLE PRECISION array, dimension(LDU,N)
On entry U(1:NL, 1:NL) contains the left singular vectors of
the upper block; U(NL+2:N, NL+2:N) contains the left singular
vectors of the lower block. On exit U contains the left
singular vectors of the bidiagonal matrix.

LDU

 LDU is INTEGER
The leading dimension of the array U.  LDU >= max( 1, N ).

VT

 VT is DOUBLE PRECISION array, dimension(LDVT,M)
where M = N + SQRE.
On entry VT(1:NL+1, 1:NL+1)**T contains the right singular
vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains
the right singular vectors of the lower block. On exit
VT**T contains the right singular vectors of the
bidiagonal matrix.

LDVT

 LDVT is INTEGER
The leading dimension of the array VT.  LDVT >= max( 1, M ).

IDXQ

 IDXQ is INTEGER array, dimension(N)
This contains the permutation which will reintegrate the
subproblem just solved back into sorted order, i.e.
D( IDXQ( I = 1, N ) ) will be in ascending order.

IWORK

IWORK is INTEGER array, dimension( 4 * N )

WORK

WORK is DOUBLE PRECISION array, dimension( 3*M**2 + 2*M )

INFO

INFO is INTEGER
= 0:  successful exit.
< 0:  if INFO = -i, the i-th argument had an illegal value.
> 0:  if INFO = 1, a singular value did not converge

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Contributors:

Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 204 of file dlasd1.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dlasd1(3) is an alias of dlasd1.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK